Options
- GARCH Option Valuation: Theory and EvidencePeter Christoffersen, Kris Jacobs and Chayawat OrnthanalaiThe Journal of Derivatives November 2013, 21 (2) 8-41; DOI: https://doi.org/10.3905/jod.2013.21.2.008
- A Comparative Analysis of Correlation Approaches in FinanceClaudio Albanese, David Li, Edgar Lobachevskiy and Gunter MeissnerThe Journal of Derivatives November 2013, 21 (2) 42-66; DOI: https://doi.org/10.3905/jod.2013.21.2.042
- Corporate Retail Notes: A Good Alternative
for Individual Investors?Igor Kozhanov and Joseph P. OgdenThe Journal of Fixed Income September 2013, 23 (2) 82-97; DOI: https://doi.org/10.3905/jfi.2013.23.2.082 - Embedded Financing: The Unsung Virtue of DerivativesBruce TuckmanThe Journal of Derivatives August 2013, 21 (1) 73-82; DOI: https://doi.org/10.3905/jod.2013.21.1.073
- Valuation of Perpetual Strangles: A Quasi-Analytical ApproachChienmin ChuangThe Journal of Derivatives August 2013, 21 (1) 64-72; DOI: https://doi.org/10.3905/jod.2013.21.1.064
- Fast Trees for Options with Discrete DividendsNelson Areal and Artur RodriguesThe Journal of Derivatives August 2013, 21 (1) 49-63; DOI: https://doi.org/10.3905/jod.2013.21.1.049
- A Practical Real Options Approach to Valuing
High-Frequency Trading System R&D ProjectsAndrew Kumiega and Ben Van VlietThe Journal of Trading June 2013, 8 (3) 40-48; DOI: https://doi.org/10.3905/jot.2013.8.3.040 - The Fine Structure of Currency Returns
Implied in One-Touch OptionsRalf BuesserThe Journal of Derivatives May 2013, 20 (4) 78-98; DOI: https://doi.org/10.3905/jod.2013.20.4.078 - The Role of Options in Long
Horizon Portfolio ChoiceSinan TanThe Journal of Derivatives May 2013, 20 (4) 60-77; DOI: https://doi.org/10.3905/jod.2013.20.4.060 - Static Hedging and Pricing American
Knock-Out OptionsSan-Lin Chung, Pai-Ta Shih and Wei-Che TsaiThe Journal of Derivatives May 2013, 20 (4) 23-48; DOI: https://doi.org/10.3905/jod.2013.20.4.023
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